An inverse balayage problem for Brownian motion

DOI10.1214/aop/1176995164zbMath0392.60059OpenAlexW2057887334WikidataQ97818572 ScholiaQ97818572MaRDI QIDQ1251861

Alan F. Karr, Arthur O. Pittenger

Publication date: 1979

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176995164

zbMATH Keywords

Brownian MotionHarmonic FunctionInverse Balayage Problem

Mathematics Subject Classification ID

Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic potential theory (60J45) Boundary value and inverse problems for harmonic functions in higher dimensions (31B20)

Related Items (3)

Structural properties of randomized times ⋮ The inverse balayage problem for Markov chains ⋮ The inverse balayage problem for Markov chains, part II

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